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Symphonies
T2 Compares EQT/COM/EM/BND (44.3% RR, 20.9% MD, 19.7% SD, 2009 BT)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical rotation that pits US stocks against bonds, gold, and emerging markets. It follows recent strength (10‑day returns and RSI), adds trend guards, and can use leveraged long/short ETFs or move to T‑bills for defense.
NutHow it works
Each day it splits the portfolio across three duels: US stocks (SPY) vs long US bonds (TLT), vs gold (GLD), and vs emerging‑market stocks (EEM). For each duel it picks the recent winner using 10‑day return and RSI (a 0–100 “heat meter”). If stocks win it holds SPY (or briefly UPRO, a 3× S&P 500 fund, after sharp dips). If the other side wins it trades that asset with trend guards (e.g., 200‑day avg), sometimes using leveraged long/short funds or cash (T‑bills).
CheckmarkValue prop
Out-of-sample edge: Sharpe 3.44 vs SPY 2.68; annualized return 69% vs 35%; beta ~0.40; Calmar 12.38; max drawdown ~5.6% (SPY ~5.1%). A diversified, rules-based multi-asset rotation aimed at higher, steadier risk-adjusted gains.

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Invest in this strategy
OOS Start Date
May 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset rotation, momentum/rsi, trend filters, leveraged/inverse etfs, daily rebalancing, risk-on/off
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPY, UGLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 79.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.72%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.